The true danger in Heinkel is actually his comrades. Attacking either archer directly will only see Heinkel intervene and take the damage, while they pepper you with poison arrows. However, the Sky Knights' armor make them a pretty big lightning rod. Have a Black Mage (or two) cast Thunder on all targets. Heinkel won't be able to protect against group attacks, and the archers will fall. With the archers gone, it's just a matter of getting through his thick defense. Heinkel will use his Shield Bash to do damage and raise his own defense, making it tough for physical attackers. Instead keep relying on your magical damage dealers to toast him, and use special moves or summons if you have access to any.